Counterparty Credit Risk Management in Industrial Corporates
نویسندگان
چکیده
منابع مشابه
Counterparty Credit Risk Modeling: Risk Management, Pricing and Regulation
* Marco Tarenghi contributed to the numerical part on the Equity Return Swap example. We are grateful to Aurelien Alfonsi, Eymen Errais and Massimo Morini for comments and suggestions. Umberto Cherubini helped us with references and further suggestions.
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2011
ISSN: 1556-5068
DOI: 10.2139/ssrn.1939905